Anic Equity¶

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Total return since start: 0.546 %¶

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Equity now: -----------------------------> 47239.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45844.51 Kr¶

PnL: ---------------------------------------> -1044.06 Kr¶

DD now: ---------------------------------> -2.859 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 12:41:50.971997'

Anic Portfolio¶

Today¶

Return: -1.392 %¶

This Week¶

Return: -0.619 %¶

Total¶

Return: 54.65 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.170000 3010.000000 83.000000 2.840000 2927.000000
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
Corem Property Group B 59 -3.150000 617.730000 40.730000 7.060000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -8.450000 387.800000 32.800000 9.240000 355.000000
SAAB B 8 -0.120000 3397.600000 20.600000 0.610000 3377.000000
OEM International B 7 -2.740000 546.000000 18.000000 3.410000 527.999997
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Intrum 4 -2.390000 539.600000 12.600000 2.390000 527.000000
Coor Service Management Hold. 8 -2.250000 539.200000 7.200000 1.350000 532.000000
AcadeMedia 12 -0.970000 563.520000 6.520000 1.170000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Eastnine 4 -2.200000 496.800000 5.800000 1.180000 491.000000
Securitas B 6 -0.480000 571.560000 1.560000 0.270000 570.000000
Essity A 4 0.520000 1150.000000 1.000000 0.090000 1149.000000
HMS Networks 2 -5.290000 673.600000 0.600000 0.090000 673.000000
Resurs Holding 22 -0.870000 574.200000 0.200000 0.030000 573.999998
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Swedbank A 3 -0.710000 563.100000 -0.900000 -0.160000 564.000000
Essity B 2 0.390000 572.400000 -1.600000 -0.280000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -5.230000 243.360000 -2.640000 -1.070000 246.000000
Handelsbanken A 5 -0.090000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 0.110000 575.190000 -7.810000 -1.340000 582.999984
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
CTEK 13 -3.410000 515.450000 -18.550000 -3.470000 533.999999
Boozt 12 -5.150000 1634.400000 -19.600000 -1.190000 1653.999996
Nordea Bank Abp 29 -0.830000 3410.980000 -43.020000 -1.250000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -3.930000 538.500000 -56.070000 -9.430000 594.565215
Sampo Oyj SDB 7 0.750000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 -0.360000 3615.300000 -140.700000 -3.750000 3756.000001
OX2 18 -3.770000 1469.700000 -194.300000 -11.680000 1663.999992
Fasadgruppen Group 35 -0.200000 3440.500000 -370.500000 -9.720000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 45844.510000 -1044.060000 -2.85929% 46888.564618

Updated:¶

'2023-01-19 12:42:03.526348'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶